+35.7%
COF vs CVE
+158.6%
-122.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.4% | +5.9% | -9.3% | -4.7% |
| 30D | +0.4% | -10.9% | +11.2% | +2.8% |
| 3M | -12.5% | -4.5% | -8.0% | -12.1% |
| 6M | +8.3% | -1.0% | +9.3% | +7.0% |
| YTD | -18.6% | +74.7% | -93.3% | -33.3% |
| 1Y | -8.6% | +65.8% | -74.4% | -24.1% |
| 3Y | +94.7% | +73.2% | +21.5% | +53.8% |
| All | +35.7% | +158.6% | -122.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling